I would encourage the nsec to be stored in multiple places (and different mediums), just like any critical/important data.
I have mine written on paper, in a ziplock, in a "fire proof" safe, along with ascii txt files on external drives.
Discussion
The user is already instructed to do so and must confirm the step:
I would not want to block it too much at this point with specific instructions on how/where to save it. Maybe it could be added at the end.
That looks great!
If you want to provide more details, I'm thinking an external link for "Best practices for securing a key" would do the trick.
I think what you have now is fine without it though.
